Historical option data for GAIL
29 Jun 2026 10:50 AM IST
| GAIL 28-Jul-2026 (27d) 175 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0
Theta: -0.09
Gamma: 0.03114
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 171.94 | 3.99 | -0.57 (-12.50%) | 25.92 | 246 | 78 | 607 | |||||||||
| 25 Jun | 172.85 | 4.56 | -0.92 (-16.79%) | 24.6 | 213 | 85 | 530 | |||||||||
| 24 Jun | 174.93 | 5.35 | 0.15 (2.88%) | 23.99 | 403 | 263 | 435 | |||||||||
| 23 Jun | 173.84 | 5.11 | -1.94 (-27.52%) | 24.72 | 149 | 86 | 172 | |||||||||
| 22 Jun | 177.30 | 7 | 1.42 (25.45%) | 23.52 | 109 | 1 | 85 | |||||||||
| 19 Jun | 173.90 | 5.58 | -1.11 (-16.59%) | 25.41 | 37 | 15 | 84 | |||||||||
| 18 Jun | 176.44 | 6.69 | 0.04 (0.60%) | 25.38 | 26 | 6 | 69 | |||||||||
| 17 Jun | 175.03 | 6.6 | -0.82 (-11.05%) | 26.22 | 4 | 0 | 63 | |||||||||
| 16 Jun | 176.09 | 7.35 | 0.13 (1.80%) | 25.98 | 24 | 7 | 64 | |||||||||
| 15 Jun | 175.41 | 7.15 | 2.13 (42.43%) | 27.16 | 43 | 10 | 57 | |||||||||
| 12 Jun | 170.50 | 5.05 | 1.79 (54.91%) | 27.01 | 34 | 25 | 47 | |||||||||
| 11 Jun | 166.09 | 3.26 | -1.49 (-31.37%) | 26.82 | 16 | 6 | 23 | |||||||||
| 10 Jun | 168.01 | 4.75 | -0.24 (-4.81%) | 26.68 | 2 | 0 | 15 | |||||||||
| 9 Jun | 167.59 | 4.99 | 0 (0.00%) | 25.97 | 3 | 0 | 15 | |||||||||
| 8 Jun | 168.60 | 4.99 | 0.64 (14.71%) | 25.97 | 3 | 0 | 15 | |||||||||
| 5 Jun | 167.40 | 4.35 | 0.19 (4.57%) | 26.05 | 10 | 2 | 16 | |||||||||
| 4 Jun | 167.55 | 4.15 | 0.92 (28.48%) | 25.95 | 7 | 3 | 10 | |||||||||
| 3 Jun | 163.86 | 3.23 | -0.37 (-10.28%) | 27.17 | 1 | 0 | 7 | |||||||||
| 2 Jun | 164.83 | 3.6 | -0.7 (-16.28%) | 26.8 | 12 | 3 | 6 | |||||||||
| 1 Jun | 163.74 | 4.3 | 0 (0.00%) | 27.27 | 3 | 0 | 3 | |||||||||
| 29 May | 164.51 | 4.3 | -3.06 (-41.58%) | 27.27 | 3 | 3 | 3 | |||||||||
For Gail (India) Ltd - strike price 175 expiring on 28JUL2026
Delta for 175 CE is 0.44
Historical price for 175 CE is as follows
On 29 Jun GAIL was trading at 171.94. The strike last trading price was 3.99, which was -0.57 lower than the previous day. The implied volatity was 25.92, the open interest changed by 78 which increased total open position to 607
On 25 Jun GAIL was trading at 172.85. The strike last trading price was 4.56, which was -0.92 lower than the previous day. The implied volatity was 24.6, the open interest changed by 85 which increased total open position to 530
On 24 Jun GAIL was trading at 174.93. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 23.99, the open interest changed by 263 which increased total open position to 435
On 23 Jun GAIL was trading at 173.84. The strike last trading price was 5.11, which was -1.94 lower than the previous day. The implied volatity was 24.72, the open interest changed by 86 which increased total open position to 172
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 7, which was 1.42 higher than the previous day. The implied volatity was 23.52, the open interest changed by 1 which increased total open position to 85
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 5.58, which was -1.11 lower than the previous day. The implied volatity was 25.41, the open interest changed by 15 which increased total open position to 84
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 6.69, which was 0.04 higher than the previous day. The implied volatity was 25.38, the open interest changed by 6 which increased total open position to 69
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 6.6, which was -0.82 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 63
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 7.35, which was 0.13 higher than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 64
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 7.15, which was 2.13 higher than the previous day. The implied volatity was 27.16, the open interest changed by 10 which increased total open position to 57
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 5.05, which was 1.79 higher than the previous day. The implied volatity was 27.01, the open interest changed by 25 which increased total open position to 47
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 3.26, which was -1.49 lower than the previous day. The implied volatity was 26.82, the open interest changed by 6 which increased total open position to 23
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 4.75, which was -0.24 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 15
On 9 Jun GAIL was trading at 167.59. The strike last trading price was 4.99, which was 0 lower than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 15
On 8 Jun GAIL was trading at 168.60. The strike last trading price was 4.99, which was 0.64 higher than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 15
On 5 Jun GAIL was trading at 167.40. The strike last trading price was 4.35, which was 0.19 higher than the previous day. The implied volatity was 26.05, the open interest changed by 2 which increased total open position to 16
On 4 Jun GAIL was trading at 167.55. The strike last trading price was 4.15, which was 0.92 higher than the previous day. The implied volatity was 25.95, the open interest changed by 3 which increased total open position to 10
On 3 Jun GAIL was trading at 163.86. The strike last trading price was 3.23, which was -0.37 lower than the previous day. The implied volatity was 27.17, the open interest changed by 0 which decreased total open position to 7
On 2 Jun GAIL was trading at 164.83. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 26.8, the open interest changed by 3 which increased total open position to 6
On 1 Jun GAIL was trading at 163.74. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 27.27, the open interest changed by 0 which decreased total open position to 3
On 29 May GAIL was trading at 164.51. The strike last trading price was 4.3, which was -3.06 lower than the previous day. The implied volatity was 27.27, the open interest changed by 3 which increased total open position to 3
| GAIL 28-Jul-2026 (27d) 175 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0
Theta: -0.06
Gamma: 0.03328
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 171.94 | 6.36 | 0.36 (6.00%) | 24.02 | 90 | 5 | 354 |
| 25 Jun | 172.85 | 5.63 | 1.63 (40.75%) | 23.91 | 144 | 47 | 347 |
| 24 Jun | 174.93 | 4.6 | -0.4 (-8.00%) | 23.53 | 301 | 198 | 301 |
| 23 Jun | 173.84 | 5.17 | 1.17 (29.25%) | 22.81 | 66 | 20 | 104 |
| 22 Jun | 177.30 | 4 | -2 (-33.33%) | 24.43 | 102 | 26 | 84 |
| 19 Jun | 173.90 | 5.51 | 1.51 (37.75%) | 24.27 | 10 | 4 | 58 |
| 18 Jun | 176.44 | 4.46 | -0.54 (-10.80%) | 24.04 | 15 | 7 | 54 |
| 17 Jun | 175.03 | 4.95 | -0.05 (-1.00%) | 23.54 | 18 | 7 | 47 |
| 16 Jun | 176.09 | 4.55 | -0.45 (-9.00%) | 23.62 | 25 | 11 | 40 |
| 15 Jun | 175.41 | 5.37 | -3.63 (-40.33%) | 24.52 | 18 | 10 | 28 |
| 12 Jun | 170.50 | 9.25 | 9.25 | - | 4 | 0 | 18 |
| 11 Jun | 166.09 | 9.25 | 9.25 | - | 4 | 0 | 18 |
| 10 Jun | 168.01 | 9.25 | 9.25 (11.45%) | 22.94 | 4 | 0 | 18 |
| 9 Jun | 167.59 | 9.25 | 0.95 (11.45%) | 22.94 | 4 | 0 | 15 |
| 8 Jun | 168.60 | 8.3 | -1.7 (-17.00%) | 24.27 | 1 | 0 | 14 |
| 5 Jun | 167.40 | 9.5 | -0.5 (-5.00%) | 22.76 | 12 | 2 | 4 |
| 4 Jun | 167.55 | 9.5 | -2.5 (-20.83%) | 20.84 | 1 | 0 | 1 |
| 3 Jun | 163.86 | 12 | -1 (-7.69%) | 22.34 | 1 | 0 | 0 |
| 2 Jun | 164.83 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 163.74 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 164.51 | 0 | 0 | - | 0 | 0 | 0 |
For Gail (India) Ltd - strike price 175 expiring on 28JUL2026
Delta for 175 PE is -0.59
Historical price for 175 PE is as follows
On 29 Jun GAIL was trading at 171.94. The strike last trading price was 6.36, which was 0.36 higher than the previous day. The implied volatity was 24.02, the open interest changed by 5 which increased total open position to 354
On 25 Jun GAIL was trading at 172.85. The strike last trading price was 5.63, which was 1.63 higher than the previous day. The implied volatity was 23.91, the open interest changed by 47 which increased total open position to 347
On 24 Jun GAIL was trading at 174.93. The strike last trading price was 4.6, which was -0.4 lower than the previous day. The implied volatity was 23.53, the open interest changed by 198 which increased total open position to 301
On 23 Jun GAIL was trading at 173.84. The strike last trading price was 5.17, which was 1.17 higher than the previous day. The implied volatity was 22.81, the open interest changed by 20 which increased total open position to 104
On 22 Jun GAIL was trading at 177.30. The strike last trading price was 4, which was -2 lower than the previous day. The implied volatity was 24.43, the open interest changed by 26 which increased total open position to 84
On 19 Jun GAIL was trading at 173.90. The strike last trading price was 5.51, which was 1.51 higher than the previous day. The implied volatity was 24.27, the open interest changed by 4 which increased total open position to 58
On 18 Jun GAIL was trading at 176.44. The strike last trading price was 4.46, which was -0.54 lower than the previous day. The implied volatity was 24.04, the open interest changed by 7 which increased total open position to 54
On 17 Jun GAIL was trading at 175.03. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 23.54, the open interest changed by 7 which increased total open position to 47
On 16 Jun GAIL was trading at 176.09. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 23.62, the open interest changed by 11 which increased total open position to 40
On 15 Jun GAIL was trading at 175.41. The strike last trading price was 5.37, which was -3.63 lower than the previous day. The implied volatity was 24.52, the open interest changed by 10 which increased total open position to 28
On 12 Jun GAIL was trading at 170.50. The strike last trading price was 9.25, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 11 Jun GAIL was trading at 166.09. The strike last trading price was 9.25, which was 9.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 10 Jun GAIL was trading at 168.01. The strike last trading price was 9.25, which was 9.25 higher than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 18
On 9 Jun GAIL was trading at 167.59. The strike last trading price was 9.25, which was 0.95 higher than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 15
On 8 Jun GAIL was trading at 168.60. The strike last trading price was 8.3, which was -1.7 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 14
On 5 Jun GAIL was trading at 167.40. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 22.76, the open interest changed by 2 which increased total open position to 4
On 4 Jun GAIL was trading at 167.55. The strike last trading price was 9.5, which was -2.5 lower than the previous day. The implied volatity was 20.84, the open interest changed by 0 which decreased total open position to 1
On 3 Jun GAIL was trading at 163.86. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 0
On 2 Jun GAIL was trading at 164.83. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jun GAIL was trading at 163.74. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May GAIL was trading at 164.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
